+124.7%
TT vs BTDR
-44.0%
+168.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.6% | +7.2% | -1.0% |
| 7D | +4.0% | -6.9% | +10.9% | +4.3% |
| 30D | -11.3% | -31.5% | +20.2% | -9.9% |
| 3M | -12.3% | -36.1% | +23.8% | -10.9% |
| 6M | -10.8% | -57.6% | +46.8% | -8.4% |
| YTD | +8.2% | -50.0% | +58.2% | +9.5% |
| 1Y | +1.5% | -49.6% | +51.1% | +2.6% |
| 3Y | +91.5% | +48.5% | +42.9% | +82.6% |
| 5Y | +130.2% | -43.8% | +174.0% | +123.6% |
| All | +124.7% | -44.0% | +168.7% | +117.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BTDR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling